This is the Individual Project of King's College London MSc in Artificial Intelligence. This Project is supervised by Prof. Peter McBurney and assistanted by Mr. Sun Yan.
The originial objective of the project is to reaseach the Flash Crash in 2010. We admitted one of the hypothese that high leveraged investment was a key cause for Flash Crash. Hence, we a stock trading simulation system to reproduce the phenomenon.
The framework is operated by agent-based modelling and the driven of the model.
1.A novel Deep Reinforcement Learning model with multi-layer input 2.Stock investment 3.Reward algorithm